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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayes-Statistik
Estimation
Statistical distribution
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
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22
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20
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Kristensen, Dennis
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Journal of empirical finance
Journal of econometrics
367
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
180
Economics letters
150
Econometric reviews
94
Economic modelling
71
Applied economics letters
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Econometric theory
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Insurance / Mathematics & economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of the American Statistical Association : JASA
52
The econometrics journal
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Journal of applied econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of forecasting
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Statistics in transition : an international journal of the Polish Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Finance research letters
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Quantitative finance
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International journal of economics and financial issues : IJEFI
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The review of economics and statistics
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The North American journal of economics and finance : a journal of financial economics studies
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Uncovered interest rate parity redux : non-uniform effects
Cheung, Yin-Wong
;
Wang, Wenhao
- In:
Journal of empirical finance
67
(
2022
),
pp. 133-151
Persistent link: https://www.econbiz.de/10013464380
Saved in:
6
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
7
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
8
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
9
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
10
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
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